StabilityMutual fund performanceRankingsMarket investors use financial performance measures to determine, often ex post, fund managers' investment ability and identify the fund managers who are best suited to managing their investments. The Sharpe ratio is the principal financial performance measure, ...
mutual fund performance measurementFund tracking firms use seemingly unrelated, historical returns-based performance measures when ranking the performance of mutual funds. Mean-standard deviationStutzer, Michael JSocial Science Electronic Publishing
They find little similarity between the absolute and relative mutual fund rankings obtained from these alternative benchmarks, which suggests the importance of knowing the appropriate model for risk and return in this context. In addition, the rankings are not insensitive to the method used to ...
We also find a weak correlation between the rankings resulting from the 95% and the 99% confidence level of reward-to-VaR indexes, suggesting that investors who are concerned with downside risk should use the reward-to- VaR index to evaluate mutual fund performance due to the severe left-...
Distribution rate is the most recent dividend per share (annualized) divided by the respective price per share. The distribution rate also differs from the SEC 30-day yield because the Fund may be paying out more or less than it is earning and it may not include the effect of amortization ...
Morningstar Percentile Rankings are based on the average annual total returns of the funds in the category for the periods stated. They do not include sales charges or redemption fees but do include operating expenses and the reinvestment of dividends and capital gains distributions. The highest (...
The author also compares rankings of a large sample of funds using two popular measures for both stock and bond funds during the three-year period between 1995-1997. 展开 关键词: Mutual funds Risk DOI: 10.1016/S0165-4896(98)00010-9
equity mutual funds, the authors improve estimates of two standard performance measures. These results affirm that most funds underperform their bench-marks, which could affect the influential rankings of a leading fund-information provider. 被引量: 5 年份: 2006 ...
Soongswang A, Sanohdontree Y (2011a) Equity mutual fund: performances, persistence and fund rankings. J Knowl Manag Econ Inf Technol 6:1–27 Soongswang A, Sanohdontree Y (2011b) Open-ended equity mutual funds. Int J Bus Soc Sci 2:127–136 Sortino FA, van der Meer R (1991) Downsid...
10 Largest Mutual Funds by AUM Size matters when it comes to mutual funds, but it's definitely not everything. Marc GubertiOct. 15, 2024 Vanguard vs. Fidelity Here's a breakdown of offerings from Vanguard and Fidelity to help you decide which fit your needs. ...